This is in no way complete, but might help with a few things and I will add on when I get the time and ideas for more.
Building time:
While 72 hours for a warframe + 12 hours for the parts might sound like a long time, it really is not, especially considering, that Cohh's already spent two days and barely scratched the surface of his first frame. Don't forget that this building time is NOT sequential. You can build (and you soon WILL build trust me) several items and frames at the same time and at this point, you won't have to wait 3 1/2 days for each new warframe, but much less time, once that initial building is complete. Cohh has already nearly completed all the Rhino parts and it will only get easier in the future to gain the resources for the normal frames. Every planet unlocked gives another frame to build and to unlock a planet you barely have to do 1 1/2 to 2 hours of running missions.
Clan Dojo and the Market also gives a plethora of blueprints for both warframes as well as weapons many of which can be built quite early on. Also don't forget that you have limited weapon slots and warframe slots. So unless you want to expand it soon (which you likely will) try to leave weapons you dont level right away in the foundry completed but unclaimed, its basically free storage slots for you and you can take out a completed weapon or warframe in the foundry whenever you like.
TL:DR
Try to build as many warframes and weapons as you can, getting blueprints and parts as early as you can. If you have everything ready in your foundry you don't have to wait and theres no cap on how many items you can build at the same time. Check market & Clan Dojo for blueprints of weapons you can build without any parts.
Power Level / Strength:
If you ever feel like your weapons or warframe is too weak, aim for better mods and more capacity not for new weapons. Later weapons with higher mastery rank will have slightly better base stats, but in the end, the really big amount of a warframe's and weapon's power comes from fully modding it with the right mods. Check the wiki (always a good source), the codex (often shows drop locations) as well as ask your community where to find mods. Try to find weapons that you are comfortable with playing, that you enjoy the playstyle and stance of and then stick with that weapon for a while. Switching weapons is about playstyle choice rather than power. Try not to run around with only new weapons at rank 0, when you've already leveled one to 30. If you keep at least 1 of your 3 weapons at max/high rank, you will never really be in a situation where you switched out all your good gear only to realize that you are suddenly out of a weapon to properly deal damage with. Even the best weapons in the game cannot in any way compete with a fully modded starter weapon without having any mods.
TL:DR
You get stronger with more and better mods on weapons and warframes. The power increase with new weapons on the other hand is minimal. As such, stick to one set of leveled gear for tough enemies and then switch out parts of that set for easier encounters so you always level something while also always having at least 1 weapon with you that's already leveled to deal proper damage.
Affinity (Experience) and how it works
The affinity system is rather complicated in warframe, but it's highly important to understand, especially for new players. You can literally do missions for hours, but if done in a wrong way you will earn next to no affinity, making your farming really inefficient. Learn when affinity is shared, how it is shared and learn how your affinity is split between your gear. Unlike in most other games, affinity splits are not intuitive, nor are they based on how much % of enemies you kill or damage you deal, the stats at the end of a mission have literally nothing to do with how much affinity you get.
There are two major ways to earn affinity. One is to kill an enemy yourself, while the other is to have a squad member kill one when you are in his or her affinity range. Affinity range is a range where you get affinity from others indicated by the triangular symbol next to other squad members' names. Once it disappears you're too far away to still get affinity from their kills. Thats BAD, try to avoid being too far apart when you want to gain lots of affinity.
As you get affinity from others, playing in a squad of 4, usually gets you drastically more affinity than just playing solo. If you want to level your gear, make sure you're in a squad of 4.
Every enemy, depending on their level gives a certain amount of affinity. Killing more enemies nets you more affinity. Higher enemies net you more affinity, but the caveat is that warframe is very much based on quantity instead of quality. Some tougher eximus enemies give you quite a bit more affinity, but if it takes you too long to defeat them, it might be worth more if you simply kill two groups of smaller enemies instead.
The affinity is the same, no matter if you or your squad members kill them.
It is important what weapon or means you use to kill an enemy. If you kill an enemy yourself it's always a 50% split between the weapon used to kill the enemy as well as the other 50% going to your warframe. If you use warframe abilities 100% of the affinity you create go to your warframe.
In other words, if youre solo and only kill using your melee weapon. Your primary and secondary weapons will never see any real affinity gains. If you want to level a specific weapon by going solo, try to use it!
If a squad member kills an enemy while in affinity range, the split you will get is 25/25/25/25 meaning your warframe gets 25% of the affinity and the remaining 75% is shared among all your weapons. if you only bring a melee and a primary weapon and no sidearm, your warframe will get 25% and primary and melee weapon will each gain the remaining 75% split, in other words 37.5% each.
If you only want to level a single weapon, don't bring any others along unless you need an extra weapon to kill the enemies quickly. Less weapons brought with you, means a higher percentage of the share for each of the few weapons you bring along.
Fully ranked (lvl 30) weapons will make affinity 'poof' basically you're wasting them. While higher ranked weapons if well modded might help with faster killing and in the end might make up for it, 50% of everything you kill directly with it will be wasted. The other 50% still go your warframe if it is not already rank 30 as well. If you plan on gaining most of the affinity due to other squad members killing enemies, it might be more worthwhile to just bring weapons to level and no weapon at rank 30 to kill and instead bring along a support warframe like a nekros for loot, trinity for defense or a boost frome like rhino with roar or octavia to boost your squad mates killing speed instead, profiting from their kills while you help support them and give them an easier time.
As for squad shared affinity the same applies. for each fully ranked 30 weapon, all of the affinity split will just poof if it goes to a rank 30 weapon.
TL:DR
There is no TL:DR for this. It's important to understand this shit so make some time for it to learn it early.

Weapon Channeling
Weapon Channeling increases damage and applies other effects if modded for (the most commonly used one likely being Life Strike) to melee attacks while you have your melee weapon out (hold F by default if youre on Primary or Secondary) as long as you activate the channel (default is holding left mouse button while striking with E)
While channeling each hit on an enemy consumes a certain amount of energy. The amount is affected by certain mods, but in general except for life strike no one uses a lot of channeling mods because they are currently sub par. DE mentionedbefore that they plan to change it in the future or remove it altogether and replace it with other mechanics like heavy hits, but not many details are known about that yet.
Things to look out for
Most resources can be easily farmed and obtained going to the right places at any time you like. There are a few things however that can only be acquired with special alert missions or rare gift of the lotus missions. Look for the following and try to get as many of them as possible, as there is no easy way to farm for those.
.) Nitain Extract => only drops from alerts, used as material for certain frames and weapons
.) Orokin Reactor (Blueprint) => only from special alerts and as reward for certain events or quests, otherwise has to be bought with platinum, used to double warframe mod capacity you will always
want this on your most used warframes
.) Orokin Catalyst (Blueprint) => only from special alerts and as reward for certain events or quests, otherwise has to be bought with platinum, used to double weapon mod capacity you will always
want this on your most used weapons
.) Any mods from alerts you don't have. Some mods can only be aquired with alerts or by trading for them
Weapon Mods you want to get your hands on quickly and you also want to max rank them quickly as these are the staple mods used for pretty much any build out there:
Primary Weapons:
.) Damage and Multishot Mods, in specific Serration and Split Chamber for Rifles, Point Blank and Hell's Chamber for Shotguns
.) Heavy Caliber for weapons that don't need high accuracy
.) All 4 Pure Elemental Damage Mods for Rifles and all 4 Pure Elemental Damage Mods as well as the Damage + Elemental mod Blaze for Shotguns
Stormbringer, Infected Clip, Hellfire, Cryo Rounds for Rifles
Charged Shell, Chilling Grasp, Contagious Spread, Incendiary Coat for Shotguns
.) Crit Mods, Point Strike and Vital Sense for Rifles, Blunderbuss and Ravage for Shotguns
.) All 4 Dual Element + Status Mods for Rifles and Dual Element + Status Mods for Shotguns
High Voltage, Malignant Force, Rime Rounds, Thermite Rounds for Rifles
Frigid Blast, Scattering Inferno, Shell Shock, Toxic Barrage for Shotguns
.) Fire Rate Mods like Speed Trigger can help in some situations
.) Sinister Reach and Combustion Beam can be very useful for some beam weapons on low to mid ranked content
Secondary Weapons
.) Damage and Multishot Mods, in specific Hornet's Strike, Barrel Diffusion, Lethal Torrent
.) All 4 Pure Elemental Damage Mods for Secondaries
Colvulsion, Deep Freeze, Heated Charge, Pathogen Rounds
.) Crit Mods, in specific Pistol Gambit and Target Cracker
.) All 4 Dual Element + Status Mods for Secondaries
Frostbite, Jolt, Pistol Pestilence, Scorch
.) Fire Rate Mods Like Gunslinger can be helpful in some builds
Melee Weapons
.) Damage Mod Pressure Point
.) All 4 Pure Elemental Damage Mods for Melee
Fever Strike, Molten Impact, North Wind, Shocking Touch
.) Crit Mods, in specific True Steel and Organ Shatter
.) All 4 Dual Element + Status Mods for Melee
Vicious Frost, Volcanic Edge, Virulent Scourge, Voltaic Strike
.) Attack Speed Mods like Fury can help in many builds
.) Life Strike for that highly important life steal on channeling
.) Reach can help with some weapons that have a high base range (it's percentage based as such daggers fist weapons etc. won't really profit much, but polearms and whips get some good
benefits)
.) All stance mods for weapons you want to use
Harder to farm but extremely helpful, something to keep in mind for later, by that point you likely have most of the others and a decent grasp of warframe and modding anyways:
.) Condition Overload for Melee
.) Set Mods, you usually get them as bounty rewards from Plains of Eidolon missions in Cetus. At the latest you can start those once you have completed the questline The War Within and feel ready
to go to Cetus, though it's possible to get them earlier
.) Argon Scope for Sniper Rifles
.) Combo Counter mods like Blood Rush, Weeping Wounds as well as Body Count / Drifting Contact for melee